Equivalent Gaussian measure whose R-N derivative is the exponential of a diagonal form

DOI10.1016/0022-247X(81)90059-7zbMath0477.60039OpenAlexW1998442859MaRDI QIDQ1160987

Balram S. Rajput, Dong Myung Chung

Publication date: 1981

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(81)90059-7

zbMATH Keywords

equivalenceRadon-Nikodym derivativecovariance kernel

Mathematics Subject Classification ID

Gaussian processes (60G15) Probability measures on topological spaces (60B05) Continuity and singularity of induced measures (60G30)

Related Items (1)

Dominierberkeit gauss'scher statistischer strukturen in hillberträumen

Cites Work

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• Gaussian measures on L\(_p\) spaces, \(1\leq p \leq \infty\)
• Representation of stochastic processes of second order and linear operations
• Radon-Nikodym Derivatives of Gaussian Measures
• Equivalent Gaussian Measures with a Particularly Simple Radon-Nikodym Derivative
• The Measurability of a Stochastic Process of Second Order and its Linear Space

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